You can ⌘+click the options to choose the ones you want. The default setting is Prevent System Sleep, which has the added advantage of letting the display turn off. You can choose whatever combination you prefer, and you can change that multiple times depending on your needs.

The next step is to activate Caffeinate Control.

You can hit ⌘+spacebar to invoke Alfred. Type the Caffeinate Control command you want to use and hit enter.